Bayesian endogenous Tobit quantile regression

DOI10.1214/16-BA996zbMath1384.62275arXiv1505.07541MaRDI QIDQ1699646

Genya Kobayashi

Publication date: 23 February 2018

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1505.07541

zbMATH Keywords

Markov chain Monte Carloasymmetric Laplace distributionDirichlet process mixtureskew normal distributionendogenous variableBayesian Tobit quantile regression

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Bayesian inference (62F15) Linear inference, regression (62J99)

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Tobit Liu estimation of censored regression model: an application to Mroz data and a Monte Carlo simulation study ⋮ Bayesian quantile regression using the skew exponential power distribution ⋮ Bayesian quantile regression analysis for continuous data with a discrete component at zero ⋮ Fully Bayesian estimation of simultaneous regression quantiles under asymmetric Laplace distribution specification

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